+105.9%
GILD vs IOT
+23.8%
+82.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -4.8% | -4.5% | -0.3% | -4.8% |
| 30D | +5.8% | -2.4% | +8.2% | +5.8% |
| 3M | +14.9% | +19.0% | -4.0% | +14.7% |
| 6M | -0.4% | +19.6% | -20.0% | -0.6% |
| YTD | +18.5% | +8.3% | +10.3% | +18.5% |
| 1Y | +25.1% | -0.8% | +25.9% | +25.2% |
| 3Y | +105.9% | +24.4% | +81.5% | +101.7% |
| All | +105.9% | +23.8% | +82.0% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling